# Lint as: python3
# Copyright 2021 Google LLC
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
#     https://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
"""Util that is common to implied volitility implementations."""

import enum


@enum.unique
class UnderlyingDistribution(enum.Enum):
  """Underying's distribution.

  * `LOG_NORMAL`: Lognormal distribution for the standrad Black-Scholes models.
  * `NORMAL`: Normal distribution used in Bachelier model.
  """
  LOG_NORMAL = 1
  NORMAL = 2
